+0.1%
DOW vs IBN
+217.1%
-217.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +5.2% | +1.9% | +3.4% | +4.5% |
| 30D | +13.2% | +22.1% | -8.9% | +5.4% |
| 3M | +10.1% | +17.1% | -7.0% | +3.8% |
| 6M | -13.1% | +35.5% | -48.6% | -22.6% |
| YTD | +46.1% | +16.8% | +29.3% | +36.4% |
| 1Y | +50.0% | +12.4% | +37.6% | +42.1% |
| 3Y | -20.2% | +58.0% | -78.3% | -35.3% |
| 5Y | -27.7% | +73.7% | -101.4% | -44.6% |
| All | +0.1% | +217.1% | -217.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling